{ "_id": "6a1efd7db401979e73419bc6", "Package": "sparseIndexTracking", "Title": "Design of Portfolio of Stocks to Track an Index", "Version": "0.1.1.9000", "Date": "2019-06-01", "Description": "Computation of sparse portfolios for financial index\ntracking, i.e., joint selection of a subset of the assets that\ncompose the index and computation of their relative weights\n(capital allocation). The level of sparsity of the portfolios,\ni.e., the number of selected assets, is controlled through a\nregularization parameter. Different tracking measures are\navailable, namely, the empirical tracking error (ETE), downside\nrisk (DR), Huber empirical tracking error (HETE), and Huber\ndownside risk (HDR). See vignette for a detailed documentation\nand comparison, with several illustrative examples. The package\nis based on the paper: K. Benidis, Y. Feng, and D. P. Palomar,\n\"Sparse Portfolios for High-Dimensional Financial Index\nTracking,\" IEEE Trans. on Signal Processing, vol. 66, no. 1,\npp. 155-170, Jan. 2018. .", "Authors@R": "c(\nperson(\"Konstantinos\", \"Benidis\", role = \"aut\", email = \"benidisk@gmail.com\"),\nperson(c(\"Daniel\", \"P.\"), \"Palomar\", role = c(\"cre\", \"aut\"), email = \"daniel.p.palomar@gmail.com\")\n)", "Maintainer": "Daniel P. Palomar ", "URL": "https://CRAN.R-project.org/package=sparseIndexTracking,\nhttps://github.com/dppalomar/sparseIndexTracking,\nhttps://www.danielppalomar.com,\nhttps://doi.org/10.1109/TSP.2017.2762286", "BugReports": "https://github.com/dppalomar/sparseIndexTracking/issues", "License": "GPL-3 | file LICENSE", "Encoding": "UTF-8", "LazyData": "true", "RoxygenNote": "7.2.1", "VignetteBuilder": "knitr, rmarkdown, R.rsp", "Repository": "https://dppalomar.r-universe.dev", "Date/Publication": "2023-05-28 05:24:16 UTC", "RemoteUrl": "https://github.com/dppalomar/sparseindextracking", "RemoteRef": "HEAD", "RemoteSha": "73a8d6016588634ba91f7e6d1667f343034ec9b8", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-18 09:53:17 UTC", "User": "root" }, "Author": "Konstantinos Benidis [aut],\nDaniel P. Palomar [cre, aut]", "MD5sum": "c507ebf5c90ca854e38d48404217ae19", "_user": "dppalomar", "_type": "src", "_file": "sparseIndexTracking_0.1.1.9000.tar.gz", "_fileid": "ae4bcfd1bc28b727f715c5730dbae0e906a9aa52f0b453a3084bb306b950d2a6", "_filesize": 2750803, "_sha256": "ae4bcfd1bc28b727f715c5730dbae0e906a9aa52f0b453a3084bb306b950d2a6", "_created": "2026-05-18T09:53:17.000Z", "_published": "2026-06-02T15:57:49.568Z", "_distro": "noble", "_jobs": [ { "job": 79114411312, "time": 211, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7054738591" }, { "job": 79114411234, "time": 116, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7054706460" }, { "job": 79114411223, "time": 99, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7054700725" }, { "job": 79114411064, "time": 86, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7054696874" }, { "job": 79114410659, "time": 199, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7054667338" }, { "job": 79114410438, "time": 95, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7363009964" }, { "job": 79114411269, "time": 78, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7054693993" }, { "job": 79114411489, "time": 98, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7054700957" }, { "job": 79114411789, "time": 74, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7054692970" } ], "_buildurl": "https://github.com/r-universe/dppalomar/actions/runs/26026122773", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/dppalomar/sparseindextracking", "_commit": { "id": "73a8d6016588634ba91f7e6d1667f343034ec9b8", "author": "dppalomar ", "committer": "dppalomar ", "message": "Updates from recompilation.\n", "time": 1685251456 }, "_maintainer": { "name": "Daniel P. Palomar", "email": "daniel.p.palomar@gmail.com", "login": "dppalomar", "description": "Professor of Optimization, Hong Kong University of Science and Technology (HKUST)", "uuid": 22098181 }, "_registered": true, "_dependencies": [ { "package": "bookdown", "role": "Suggests" }, { "package": "knitr", "role": "Suggests" }, { "package": "prettydoc", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" }, { "package": "R.rsp", "role": "Suggests" }, { "package": "xts", "role": "Suggests" } ], "_owner": "dppalomar", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_topics": [ "financial-markets", "index", "portfolio", "tracking" ], "_stars": 59, "_contributors": [ { "user": "dppalomar", "count": 66, "uuid": 22098181 }, { "user": "benidis", "count": 6, "uuid": 26574611 }, { "user": "mirca", "count": 1, "uuid": 13077051 } ], "_userbio": { "uuid": 22098181, "type": "user", "name": "Daniel P. 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